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Report NEP-MST-2014-02-15
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/03, Apr.
- Anton Golub & Gregor Chliamovitch & Alexandre Dupuis & Bastien Chopard, 2014, "Multi-scale Representation of High Frequency Market Liquidity," Papers, arXiv.org, number 1402.2198, Feb.
- Aleksander Berentsen & Benjamin Müller, 2014, "A tale of fire-sales and liquidity hoarding," ECON - Working Papers, Department of Economics - University of Zurich, number 139, Jan, revised Jun 2015.
- Marcelo Bianconi & Scott MacLachlan & Marco Sammon, 2014, "Implied Volatility and the Risk-Free Rate of Return in Options Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0777.